+321.5%
CSCO vs DPZ
+125.0%
+196.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -2.9% | +3.7% | -6.6% | -3.5% |
| 30D | -16.7% | +8.0% | -24.7% | -17.9% |
| 3M | -18.4% | -4.2% | -14.3% | -18.1% |
| 6M | +2.9% | +4.6% | -1.7% | +1.2% |
| YTD | +30.4% | -18.4% | +48.9% | +34.5% |
| 1Y | +41.4% | -16.8% | +58.1% | +45.0% |
| 3Y | +104.7% | -5.0% | +109.7% | +100.8% |
| 5Y | +96.9% | -27.8% | +124.8% | +101.7% |
| 10Y | +321.5% | +121.1% | +200.4% | +248.3% |
| All | +321.5% | +125.0% | +196.4% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling